Cover image for Risk Analysis and Portfolio Modelling
Risk Analysis and Portfolio Modelling
Title:
Risk Analysis and Portfolio Modelling
Author:
Allen, David
ISBN:
9783039216253

9783039216246
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Publication Information:
MDPI - Multidisciplinary Digital Publishing Institute 2019
Physical Description:
1 electronic resource (224 p.)
Abstract:
Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.
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